y - Institute for Building Materials - ETH Zürich
y - Institute for Building Materials - ETH Zürich
y - Institute for Building Materials - ETH Zürich
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Literature to Random numbers<br />
• Numerical Recipes<br />
• D.E.Knuth: „ The Art of Programming:<br />
Seminumerical Se u e c Algorithms“ go s 3rd 3 d ed. ed ( (Addison dd so<br />
– Wesley, 1997) Vol. 2, Chapt. 3.3.1<br />
• JE J.E. Gentle, G tl „Random R d Number N b GGeneration ti and d<br />
Monte Carlo Methods“ (Springer, 2003)<br />
Properties p of Random numbers<br />
• No correlations<br />
• Long periods<br />
• Follow well-defined distribution<br />
• Fast implementation<br />
• RReproductibility d tibilit<br />
19<br />
20